Updated: 2019-11-05

getStockSRClosingMarks

By SpiderRock

    getStockSRClosingMarks records are created immediately after the market close, when exchanges publish official marks. These records contain closing quotes and prices. Historical data available through 1/1/2016.

    Order Data Name Description Data Type Comments
    1 ticker_ts* Ticker source enum ('None','SR','NMS','CME','ICE','CFE','CBOT','TD','NYMEX','COM EX','RUT','CBOE','ISE','ARCA','NYSE','OTC','GDAX','BSTAMP','KRAKEN','TST','USR1','USR2','USR3','NSDQ','MFQS','PHLX','MIAX')
    2 ticker_tk* Ticker varchar(12)
    3 clsMarkState* Close mark state. None; LastPrt; SRClose; ExchClose; Final enum ('None','LastPrt','SRClose','ExchClose','Final')
    4 opnPrc* Open price float
    5 minPrc* Low price float
    6 maxPrc* High price float
    7 sharesOutstanding* Shares outstanding int(11)
    8 prtCount* Print count int(11)
    9 prtVolume* Print volume int(11)
    10 avgMktSize* Average market size float
    11 avgMktWidth* Average market width float
    12 bidPrc* Bid price (close - 1min) float
    13 askPrc* Ask price (close - 1min) float
    14 srClsPrc* SR close mark (close - 1min) float
    15 closePrc* Official exchange closing mark (last print;then official close) float
    16 timestamp* YYYY-MM-DD HH:mm:ss datetime

    About the Vendor

    SpiderRock is a technology provider that creates and deploys some of the most innovative algorithmic execution and risk management solutions commercially available to service large hedge funds, bank trading desks and proprietary trading firms around the world. The platform is a high-performance, cloud-based trading system empowering institutional clients with tools to construct, manage, and scale equity, futures and option strategies.

    SpiderRock is also a market data vendor specializing in low latency data and analytics services. In addition, they offer electronic execution and market access services via SpiderRock EXS, an agency broker dealer regulated by FINRA and NFA.